{"id":"https://openalex.org/W4414359335","doi":"https://doi.org/10.24963/ijcai.2025/618","title":"Linear Trading Position with Sparse Spectrum","display_name":"Linear Trading Position with Sparse Spectrum","publication_year":2025,"publication_date":"2025-09-01","ids":{"openalex":"https://openalex.org/W4414359335","doi":"https://doi.org/10.24963/ijcai.2025/618"},"language":"en","primary_location":{"id":"doi:10.24963/ijcai.2025/618","is_oa":false,"landing_page_url":"https://doi.org/10.24963/ijcai.2025/618","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Thirty-Fourth International Joint Conference on Artificial Intelligence","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5052469496","display_name":"Zhao\u2010Rong Lai","orcid":"https://orcid.org/0000-0002-7631-8512"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Zhao-Rong Lai","raw_affiliation_strings":["Jinan University"],"affiliations":[{"raw_affiliation_string":"Jinan University","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5115591671","display_name":"Haisheng Yang","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Haisheng Yang","raw_affiliation_strings":["Sun Yat-Sen University"],"affiliations":[{"raw_affiliation_string":"Sun Yat-Sen University","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5052469496"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.31157313,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"5554","last_page":"5562"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10575","display_name":"Wireless Communication Networks Research","score":0.754800021648407,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10575","display_name":"Wireless Communication Networks Research","score":0.754800021648407,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12879","display_name":"Distributed Sensor Networks and Detection Algorithms","score":0.7346000075340271,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11447","display_name":"Blind Source Separation Techniques","score":0.7163000106811523,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/position","display_name":"Position (finance)","score":0.6305000185966492},{"id":"https://openalex.org/keywords/principal-component-analysis","display_name":"Principal component analysis","score":0.5029000043869019},{"id":"https://openalex.org/keywords/property","display_name":"Property (philosophy)","score":0.490200012922287},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.46970000863075256},{"id":"https://openalex.org/keywords/gradient-descent","display_name":"Gradient descent","score":0.4659999907016754},{"id":"https://openalex.org/keywords/key","display_name":"Key (lock)","score":0.4498000144958496},{"id":"https://openalex.org/keywords/covariance-matrix","display_name":"Covariance matrix","score":0.36239999532699585},{"id":"https://openalex.org/keywords/spectrum","display_name":"Spectrum (functional analysis)","score":0.35269999504089355},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.3327000141143799}],"concepts":[{"id":"https://openalex.org/C198082294","wikidata":"https://www.wikidata.org/wiki/Q3399648","display_name":"Position (finance)","level":2,"score":0.6305000185966492},{"id":"https://openalex.org/C27438332","wikidata":"https://www.wikidata.org/wiki/Q2873","display_name":"Principal component analysis","level":2,"score":0.5029000043869019},{"id":"https://openalex.org/C189950617","wikidata":"https://www.wikidata.org/wiki/Q937228","display_name":"Property (philosophy)","level":2,"score":0.490200012922287},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.489300012588501},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.46970000863075256},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.46799999475479126},{"id":"https://openalex.org/C153258448","wikidata":"https://www.wikidata.org/wiki/Q1199743","display_name":"Gradient descent","level":3,"score":0.4659999907016754},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.4498000144958496},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4481000006198883},{"id":"https://openalex.org/C185142706","wikidata":"https://www.wikidata.org/wiki/Q1134404","display_name":"Covariance matrix","level":2,"score":0.36239999532699585},{"id":"https://openalex.org/C156778621","wikidata":"https://www.wikidata.org/wiki/Q1365748","display_name":"Spectrum (functional analysis)","level":2,"score":0.35269999504089355},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3522000014781952},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.3327000141143799},{"id":"https://openalex.org/C106487976","wikidata":"https://www.wikidata.org/wiki/Q685816","display_name":"Matrix (chemical analysis)","level":2,"score":0.3257000148296356},{"id":"https://openalex.org/C206688291","wikidata":"https://www.wikidata.org/wiki/Q7617819","display_name":"Stochastic gradient descent","level":3,"score":0.3215000033378601},{"id":"https://openalex.org/C2776637919","wikidata":"https://www.wikidata.org/wiki/Q624380","display_name":"Descent (aeronautics)","level":2,"score":0.3142000138759613},{"id":"https://openalex.org/C56372850","wikidata":"https://www.wikidata.org/wiki/Q1050404","display_name":"Sparse matrix","level":3,"score":0.31380000710487366},{"id":"https://openalex.org/C57869625","wikidata":"https://www.wikidata.org/wiki/Q1783502","display_name":"Rate of convergence","level":3,"score":0.31060001254081726},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.2994000017642975},{"id":"https://openalex.org/C157553263","wikidata":"https://www.wikidata.org/wiki/Q5168004","display_name":"Coordinate descent","level":2,"score":0.2948000133037567},{"id":"https://openalex.org/C124066611","wikidata":"https://www.wikidata.org/wiki/Q28684319","display_name":"Sparse approximation","level":2,"score":0.29429998993873596},{"id":"https://openalex.org/C144559511","wikidata":"https://www.wikidata.org/wiki/Q2986279","display_name":"Principal (computer security)","level":2,"score":0.2863999903202057},{"id":"https://openalex.org/C131109320","wikidata":"https://www.wikidata.org/wiki/Q581012","display_name":"Linear prediction","level":2,"score":0.2782000005245209},{"id":"https://openalex.org/C42355184","wikidata":"https://www.wikidata.org/wiki/Q1361088","display_name":"Matrix decomposition","level":3,"score":0.25380000472068787},{"id":"https://openalex.org/C158693339","wikidata":"https://www.wikidata.org/wiki/Q190524","display_name":"Eigenvalues and eigenvectors","level":2,"score":0.25209999084472656}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.24963/ijcai.2025/618","is_oa":false,"landing_page_url":"https://doi.org/10.24963/ijcai.2025/618","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Thirty-Fourth International Joint Conference on Artificial Intelligence","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"The":[0],"principal":[1,13],"portfolio":[2],"approach":[3],"is":[4,86],"an":[5],"emerging":[6],"method":[7,102],"in":[8,81,108],"signal-based":[9],"trading.":[10],"However,":[11],"these":[12],"portfolios":[14],"may":[15],"not":[16],"be":[17],"diversified":[18],"to":[19,30,65],"explore":[20,49],"the":[21,25,55,72,82,100],"key":[22],"features":[23],"of":[24,54,94],"prediction":[26,56],"matrix":[27],"or":[28],"robust":[29,106],"different":[31],"situations.":[32,110],"To":[33],"address":[34],"this":[35,67,92],"problem,":[36],"we":[37],"propose":[38],"a":[39,50,61,77,87],"novel":[40],"linear":[41,78],"trading":[42,68],"position":[43],"with":[44],"sparse":[45],"spectrum":[46],"that":[47,99],"can":[48],"larger":[51],"spectral":[52],"region":[53],"matrix.":[57],"We":[58],"also":[59],"develop":[60],"Krasnosel'skii-Mann":[62],"fixed-point":[63],"algorithm":[64],"optimize":[66],"position,":[69],"which":[70],"possesses":[71],"descent":[73],"property":[74],"and":[75,105],"achieves":[76,103],"convergence":[79],"rate":[80],"objective":[83],"value.":[84],"This":[85],"new":[88],"theoretical":[89],"result":[90],"for":[91],"type":[93],"algorithms.":[95],"Extensive":[96],"experiments":[97],"show":[98],"proposed":[101],"good":[104],"performance":[107],"various":[109]},"counts_by_year":[],"updated_date":"2026-03-07T16:01:11.037858","created_date":"2025-10-10T00:00:00"}